Asymptotic behavior of solutions to fractional stochastic multi-term differential equation systems involving non-permutable matrices

Our aim in this paper is to establish results on the global existence and uniqueness and continuity dependence on the initial values of solutions for Caputo stochastic multi-term differential equations (for short Caputo SMTDEs) with non-permutable matrices of order α ∈ ( 1 2 , 1) and β ∈ (0, 1) whose coefficients satisfy a standard Lipschitz condition. For this class of systems, we then show the asymptotic separation property between two various solutions of Caputo SMTDEs with more general condition based on λ.

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